POWER SYSTEM STATE ESTIMATION

Presentation by Ashwani Kumar Chandel Associate Professor NIT-Hamirpur

Presentation Outline
Introduction

Power System State Estimation

Solution Methodologies Weighted Least Square State Estimator Bad Data Processing Conclusion References

Introduction
Transmission system is under stress.

Generation and loading are constantly increasing. Capacity of transmission lines has not increased proportionally. Therefore the transmission system must operate with ever decreasing margin from its maximum capacity. Operators need reliable information to operate. Need to have more confidence in the values of certain variables of interest than direct measurement can typically provide. Information delivery needs to be sufficiently robust so that it is available even if key measurements are missing. Interconnected power networks have become more complex. The task of securely operating the system has become more difficult.

Difficulties mitigated through use of state estimation

Variables of interest are indicative of:

Margins to operating limits

Health of equipment Required operator action State estimators allow the calculation of these variables

of interest with high confidence despite: measurements that are corrupted by noise measurements that may be missing or grossly inaccurate

Objectives of State Estimation

Objectives:

To provide a view of real-time power system conditions

Real-time data primarily come from SCADA SE supplements SCADA data: filter, fill, smooth.
To provide a consistent representation for power

system security analysis On-line dispatcher power flow Contingency Analysis Load Frequency Control To provide diagnostics for modeling & maintenance

Power System State Estimation

To obtain the best estimate of the state of the system

based on a set of measurements of the model of the system. The state estimator uses Set of measurements available from PMUs System configuration supplied by the topological processor, Network parameters such as line impedances as input. Execution parameters (dynamic weightadjustments)

Power System State Estimation (Cont.,)

The state estimator provides Bus voltages, branch flows, (state variables) Measurement error processing results

Provide an estimate for all metered and unmetered

quantities.
Filter out small errors due to model approximations and

measurement inaccuracies;
Detect and identify discordant measurements, the so-

called bad data.

State Estimation
Analog Measurements Pi , Qi, Pf , Qf , V, I, km Topology Processor State Estimator V, Bad Data Processor

Network Observability Check

Circuit Breaker Status

Power System State Estimation (Cont.,)

The state (x) is defined as the voltage magnitude and

angle at each bus j i x [V1 , V2 ,..., Vn , 1 ,..., b ] Vi Ve i All variables of interest can be calculated from the state and the measurement mode. z = h(x)
I12
Measurement Model: h(x)

P12

V1

Power System State Estimation (Cont.,)

We generally cannot directly observe the state

But we can infer it from measurements

The measurements are noisy (gross measurement

errors, communication channels outage)

Ideal measurement: H(x)

Noisy Measurement: z Measurements z=h(x)+e

Consider a Simple DC Load Flow Example

The only information we have about this system is provided by three MW power flow meters

Three-bus DC Load Flow

(Cont.,)
Only two of these meter readings are required to calculate the bus phase angles and all load and generation values fully

M13

5MW 0.05pu

M32 40MW 0.40pu 1 f13 ( 1 3 ) M13 0.05pu x13

f 32 1 ( x 23
3 2

M 32

0.40pu

Now calculating the angles, considering third bus as swing bus we get
1 2

0.02rad 0.10rad

Case with all meters have small errors

M12 M13 M 32 62MW 6MW 37MW 0.62pu 0.06pu 0.37pu

If we use only the M13 and M32 readings, as before, then the phase angles will be:
1 2 3

0.024rad 0.0925rad 0rad(still assumed to equal zero )

This results in the system flows as shown in Figure . Note that the predicted flows match at M13, and M32 but the flow on line 1-2 does not match the reading of 62 MW from M12.

Power System State Estimation (Cont.,)

The only thing we know about the power system comes to

us from the measurements so we must use the measurements to estimate system conditions. Measurements were used to calculate the angles at different buses by which all unmeasured power flows, loads, and generations can be calculated. We call voltage angles as the state variables for the threebus system since knowing them allows all other quantities to be calculated If we can use measurements to estimate the states of the power system, then we can go on to calculate any power flows, generation, loads, and so forth that we desire.

State Estimation: determining our best guess at the state

We need to generate the best guess for the state given

the noisy measurements we have available. This leads to the problem how to formulate a best estimate of the unknown parameters given the available measurement. The traditional methods most commonly encountered criteria are The Maximum likelihood criterion The weighted least-squares criterion. Non traditional methods like Evolutionary optimization techniques like Genetic Algorithms, Differential Evolution Algorithms etc.,

Solution Methodologies
Weighted Least Square (WLS)method: Minimizes the

weighted sum of squares of the difference between measured and calculated values . In weighted least square method, the objective function f to be minimized is given by m 1 2 ei 2
i 1 i

Iteratively Reweighted Least Square

(IRLS)Weighted Least Absolute

difference

Value (WLAV)method: Minimizes the weighted sum of the absolute value of between measured and calculated values. The objective function to be minimized is given by

| pi | i 1
The weights get updated in every iteration.

(Cont.,)
Least Absolute Value(LAV) method: Minimizes the objective function which is the sum of absolute

value of difference between measured and calculated values. The objective function g to be minimized is given by g=

m i 1

W | h (x)-z | i i i

Subject to constraint zi= hi(x) + ei Where, 2 = variance of the measurement W=weight of the measurement (reciprocal of variance of the measurement) ei = zi-hi(x), i=1, 2, 3 .m. h(x) = Measurement function, x = state variables and Z= Measured Value m=number of measurements

(Cont.,)
The measurements are assumed to be in error: that is, the

value obtained from the measurement device is close to the true value of the parameter being measured but differs by an unknown error. If Zmeas be the value of a measurement as received from a measurement device. If Ztrue be the true value of the quantity being measured. Finally, let be the random measurement error. Then mathematically it is expressed as
Zmeas Ztrue

(Cont.,)

PDF( )

1 exp( 2

/2

20

Probability Distribution of Measurement Errors

f(x) Gaussian distibution

Actual distribution

x
0

Weighted least Squares-State Estimator

The problem of state estimation is to determine the

estimate that best fits the measurement model . The static-state of an M bus electric power network is denoted by x, a vector of dimension n=2M-1, comprised of M bus voltages and M-1 bus voltage angles (slack bus is taken as reference). The state estimation problem can be formulated as a minimization of the weighted least-squares (WLS) function problem. 2 m (z h (x)) i i min J(x)= 2
i 1 i

(Cont.,)
This represents the summation of the squares of the

measurement residuals weighted by their respective measurement error covariance. where, z is measurement vector. h(x) is measurement matrix. m is number of measurements. 2 is the variance of measurement. x is a vector of unknown variables to be estimated. The problem defined is solved as an unconstrained minimization problem. Efficient solution of unconstrained minimization problems relies heavily on Newtons method.

(Cont.,)
The type of Newtons method of most interest here is the

Gauss-Newton method. In this method the nonlinear vector function is linearized using Taylor series expansion
h(x x) h(x) H(x) x
where, the Jacobian matrix H(x) is defined as:

H(x)

h(x) x

Then the linearized least-squares objective function is

given by
J( x) 1 (z h(x) H(x) x) T R 1 (z h(x) H(x) x) 2

(Cont.,)
where, R is a weighting matrix whose diagonal elements

are often chosen as measurement error variance, i.e.,

2 1

2 m

J( x)

1 (e(x) H(x) x) T R 1 (e(x) H(x) x) 2

where, e=z-h(x) is the residual vector.

(Cont.,)

J( x) x

H T R 1 (e H x) 0
H T R 1e

H T R 1H x G x

H T R 1e

Weighted Least Squares-Example

x est

est 1 est 2

(Cont.,)
To derive the [H] matrix, we need to write the measurements

as a function of the state variables are written in per unit as

M12 M13 M 32 f12 f13 f32 1 ( 1 0.2 1 ( 1 0.4 1 ( 0.25 ) 5 )
2

and

. These functions

5
1

2.5 )

(Cont.,)

5 [H] 2.5 0

5 0 4

2 M12

2 M12 2 M13 2 M32 2 M13 2 M32

0.0001 0.0001 0.0001

(Cont.,)

est 1 est 2

5 2.5 0 -5 0 -4

0.0001 0.0001 0.0001 0.0001 0.0001 0.0001

5 2.5 0
1

5 0 4

5 2.5 0 -5 0 -4

0.62 0.06 0.37

(Cont.,)
We get
est 1 est 2

0.028571 0.094286

From the estimated phase angles, we can calculate the

power flowing in each transmission line and the net generation or load at each bus.
(0.62 (5 1 5 2 )) 2 J( 1 , 2 ) 0.0001 2.14 (0.06 (2.5 1 )) 2 0.0001 (0.37 (4 2 )) 2 0.0001

Solution of the weighted least square example

Bad Data Processing

One of the essential functions of a state estimator is to

detect measurement errors, and to identify and eliminate them if possible. Measurements may contain errors due to Random errors usually exist in measurements due to the finite accuracy of the meters Telecommunication medium. Bad data may appear in several different ways depending upon the type, location and number of measurements that are in error. They can be broadly classified as: Single bad data: Only one of the measurements in the entire system will have a large error Multiple bad data: More than one measurement will be in error

(Cont.,)
Critical measurement: A critical measurement is the one whose

elimination from the measurement set will result in an unobservable system. The measurement residual of a critical measurement will always be zero.
A system is said to be observable if all the state variables can be

calculated with available set of measurements.

Redundant

measurement: A redundant measurement is a measurement which is not critical. Only redundant measurements may have nonzero measurement residuals.

Critical pair: Two redundant measurements whose simultaneous

removal from unobservable.

the

measurement

set

will

make

the

system

(Cont.,)
When using the WLS estimation method, detection and

identification of bad data are done only after the estimation process by processing the measurement residuals.

J x

(z

h( x))' W z

h(x)

The condition of optimality is that the gradient of J(x) vanishes

at the optimal solution x, i.e.,

H1 WZ 0 GX

G 1H1WZ X

An estimate z of the measurement vector z is given by

Z HX

The vector of residuals is defined as e = z - Hx; an estimate of

e is given by

z h(x)

Bad Data Detection and Identification

Detection refers to the determination of whether or not the

measurement set contains any bad data. Identification is the procedure of finding out which specific measurements actually contain bad data. Detection and identification of bad data depends on the configuration of the overall measurement set in a given power system. Bad data can be detected if removal of the corresponding measurement does not render the system unobservable. A single measurement containing bad data can be identified if and only if: it is not critical and it does not belong to a critical pair

Bad Data Detection

Y
i 1

X i2

2 k

Chi-square probability density function

Chi-squares distribution table

(Cont.,)
The

degrees of freedom k, represents the number of independent variables in the sum of squares. Now, let us consider the function f(x), written in terms of the measurement errors: 2 m m m e 1 2 N 2 i f (x) R ii ei ei R ii i 1 i 1 i 1 where e is the i th measurement error, Rii is the diagonal entry of the measurement error covariance matrix and m is the total number of measurements. Then, f(x) will have a chi-square distribution with at most (m n) degrees of freedom. where, m is number of measurements. n is number of state variables.

Steps to detection of bad data

f
j 1

ei2 /

2 i

Bad Data Identification

' (zi zi ) / R ii

' R ii

(I HG 1HT R 1 )R

Steps to Bad Data Identification

N i

ei R
' ii

i=1,2,...m

Bad Data Analysis-Example

Cont.,
Measurement

equations characterizing the meter readings are found by adding errors terms to the system model. We obtain
z1 z2 z3 z4 5 1 x1 x 2 e1 8 8 1 8 x1 x 2 e2 8 8 3 1 x1 x 2 e3 8 8 1 3 x1 x 2 e4 8 8

(Cont.,)
Forming the H matrix we get

0.625 H 0.125 0.375 0.125

0.125 0.625 0.125 0.375

W 9.01 3.02 6.98 5.01

100 0 0 0 0 100 0 0 0 0 0 0 50 0 0 50

(Cont.,)
Solving for state estimates i.e.,

V1 V2
We get

G 1H T Wz

V1 V2

16.0072V 8.0261V

(Const.,)

z1 z2 z3 z4

9.00123A 3.01544A 7.00596V 5.01070V

(Cont.,)

e1 e2 e3 e4

9.01 3.02 6.98 5.01

9.00123 3.01544 7.00596 5.01070

0.00877A 0.00456A 0.02596V 0.00070V

(Cont.,)

f
j 1

ei2 /

2 i

100(0.00877) 2 100(0.00456) 2 50(0.02596) 2 50(0.00070) 2

0.043507

(Cont.,)

[z1 z 2 z3 z 4 ]T

[9.01A 3.02A 6.98V 4.40V]T

[e1 e2 e3 e4 ]T
4

[9.01A 3.02A 6.98V 4.40V]T

f
j 1

ei2 / 15.1009

2 i

100(0.06228) 2 100(0.15439) 2 50(0.05965) 2 50(0.49298) 2

(Cont.,)

' R ii

(I HG 1HT R 1 )R

ei eiN R
' ii

i=1,2,...m

(Cont.,)

e1
' R11

0.06228 1.4178 (1 0.807) 0.01 0.15439 (1 0.807) 0.01 0.05965 (1 0.193) 0.02 0.49298 (1 0.193) 0.02 3.5144 0.4695 3.8804

e2 R e3 R R
' 33 ' 22

e4
' 44

Conclusion
Real time monitoring and control of power systems is

extremely important for an efficient and reliable operation of a power system. Sate estimation forms the backbone for the real time monitoring and control functions. In this environment, a real-time model is extracted at intervals from snapshots of real-time measurements. Estimate the nodal voltage magnitudes and phase angles together with the parameters of the lines. State estimation results can be improved by using accurate measurements like phasor measurement units. Traditional state estimation and bad data processing is reviewed.

References
F. C. Schweppe and J. Wildes, Power system static state estimation, part I: exact

model, IEEE Trans. Power Apparatus and Systems, vol. PAS-89, pp. 120-125, Jan. 1970. part i: theory and feasibility, IEEE Trans. Power Apparatus and Systems, vol. PAS-89, pp. 345-352, Mar. 1970. approximate model, IEEE Trans. Power Apparatus and Systems, vol. PAS-89, pp.125-130, Jan. 1970. Electrical Power and Energy Systems, vol. 12, Issue. 2, pp. 80-87, Apr. 1990.

R. E. Tinney W. F. Tinney, and J. Peschon, State estimation in power systems,

F. C. Schweppe and D. B. Rom, Power system static-state estimation, part ii:

F. F. Wu, Power System State Estimation, International Journal of

Ali Abur and Antonio Gomez Exposito. (2004, April). Power System State

Estimation Theory and Implementation (1st ed.) [Online]. Available: http://www.books.google.com. Allen J wood and Bruce F Wollenberg. (1996, February 6). Power Generation, Operation, and Control (2nd ed.) [Online]. Available: http://www.books.google.com.